ICE US Dollar Index Future June 2016
Trading Metrics calculated at close of trading on 09-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2016 |
09-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
97.150 |
96.670 |
-0.480 |
-0.5% |
99.800 |
High |
97.575 |
96.910 |
-0.665 |
-0.7% |
99.800 |
Low |
96.675 |
95.820 |
-0.855 |
-0.9% |
96.255 |
Close |
96.676 |
96.189 |
-0.487 |
-0.5% |
97.149 |
Range |
0.900 |
1.090 |
0.190 |
21.1% |
3.545 |
ATR |
0.795 |
0.816 |
0.021 |
2.7% |
0.000 |
Volume |
781 |
461 |
-320 |
-41.0% |
3,402 |
|
Daily Pivots for day following 09-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.576 |
98.973 |
96.789 |
|
R3 |
98.486 |
97.883 |
96.489 |
|
R2 |
97.396 |
97.396 |
96.389 |
|
R1 |
96.793 |
96.793 |
96.289 |
96.550 |
PP |
96.306 |
96.306 |
96.306 |
96.185 |
S1 |
95.703 |
95.703 |
96.089 |
95.460 |
S2 |
95.216 |
95.216 |
95.989 |
|
S3 |
94.126 |
94.613 |
95.889 |
|
S4 |
93.036 |
93.523 |
95.590 |
|
|
Weekly Pivots for week ending 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108.370 |
106.304 |
99.099 |
|
R3 |
104.825 |
102.759 |
98.124 |
|
R2 |
101.280 |
101.280 |
97.799 |
|
R1 |
99.214 |
99.214 |
97.474 |
98.475 |
PP |
97.735 |
97.735 |
97.735 |
97.365 |
S1 |
95.669 |
95.669 |
96.824 |
94.930 |
S2 |
94.190 |
94.190 |
96.499 |
|
S3 |
90.645 |
92.124 |
96.174 |
|
S4 |
87.100 |
88.579 |
95.199 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
99.000 |
95.820 |
3.180 |
3.3% |
1.259 |
1.3% |
12% |
False |
True |
822 |
10 |
99.955 |
95.820 |
4.135 |
4.3% |
0.965 |
1.0% |
9% |
False |
True |
648 |
20 |
99.985 |
95.820 |
4.165 |
4.3% |
0.743 |
0.8% |
9% |
False |
True |
493 |
40 |
99.985 |
95.820 |
4.165 |
4.3% |
0.694 |
0.7% |
9% |
False |
True |
321 |
60 |
100.700 |
95.820 |
4.880 |
5.1% |
0.663 |
0.7% |
8% |
False |
True |
243 |
80 |
100.700 |
95.050 |
5.650 |
5.9% |
0.583 |
0.6% |
20% |
False |
False |
184 |
100 |
100.700 |
94.317 |
6.383 |
6.6% |
0.524 |
0.5% |
29% |
False |
False |
148 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.543 |
2.618 |
99.764 |
1.618 |
98.674 |
1.000 |
98.000 |
0.618 |
97.584 |
HIGH |
96.910 |
0.618 |
96.494 |
0.500 |
96.365 |
0.382 |
96.236 |
LOW |
95.820 |
0.618 |
95.146 |
1.000 |
94.730 |
1.618 |
94.056 |
2.618 |
92.966 |
4.250 |
91.188 |
|
|
Fisher Pivots for day following 09-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
96.365 |
96.698 |
PP |
96.306 |
96.528 |
S1 |
96.248 |
96.359 |
|